Published daily report data
BTC options metrics: 2026-07-23
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 36.01% | 0.34 | -1.37% | -0.40 | 1.85% | 0.08 |
| 2W | 36.32% | 0.00 | -1.85% | -0.13 | 2.49% | 0.41 |
| 1M | 36.03% | 0.25 | -3.64% | -0.86 | 2.62% | 0.18 |
| 3M | 38.59% | 0.33 | -4.70% | -0.75 | 2.78% | 0.07 |
| 6M | 40.84% | 0.06 | -4.73% | -0.25 | 2.79% | 0.11 |
| 9M | 41.85% | 0.03 | -4.77% | -0.08 | 2.67% | 0.06 |
| 1Y | 42.61% | 0.03 | -4.73% | -0.18 | 2.47% | -0.06 |
Realised volatility
Unavailable.
Provenance and conventions
Derivasys proprietary historical SVI surface database
- Source report: BTC
- RR25: 25-delta call IV minus 25-delta put IV
- BF25: Average 25-delta wing IV minus ATM forward IV
- Fixed tenors: Fixed-tenor measures are interpolated independently at 1W, 2W, 1M, 3M, 6M, 9M and 1Y; headline rankings prioritise 1W, 2W, 1M, 3M, 6M and 1Y.